+37.8%
ALNY vs BTSG
+382.3%
-344.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.6% | +2.6% | -3.4% |
| 7D | -6.4% | -5.8% | -0.6% | -5.9% |
| 30D | +11.9% | 0.0% | +11.9% | +11.9% |
| 3M | -15.0% | -4.5% | -10.5% | -15.6% |
| 6M | -23.2% | +40.0% | -63.2% | -28.1% |
| YTD | -37.8% | +54.6% | -92.3% | -42.7% |
| 1Y | -47.3% | +106.1% | -153.4% | -53.9% |
| All | +37.8% | +382.3% | -344.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling